mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 12,175 12,266 91 0.7% 12,790
High 12,357 12,313 -44 -0.4% 12,816
Low 12,163 12,066 -97 -0.8% 12,650
Close 12,274 12,252 -22 -0.2% 12,664
Range 194 247 53 27.3% 166
ATR 125 134 9 7.0% 0
Volume 320,713 245,661 -75,052 -23.4% 363,281
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,951 12,849 12,388
R3 12,704 12,602 12,320
R2 12,457 12,457 12,297
R1 12,355 12,355 12,275 12,283
PP 12,210 12,210 12,210 12,174
S1 12,108 12,108 12,229 12,036
S2 11,963 11,963 12,207
S3 11,716 11,861 12,184
S4 11,469 11,614 12,116
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 13,208 13,102 12,755
R3 13,042 12,936 12,710
R2 12,876 12,876 12,695
R1 12,770 12,770 12,679 12,740
PP 12,710 12,710 12,710 12,695
S1 12,604 12,604 12,649 12,574
S2 12,544 12,544 12,634
S3 12,378 12,438 12,618
S4 12,212 12,272 12,573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,719 12,066 653 5.3% 230 1.9% 28% False True 174,991
10 12,816 12,066 750 6.1% 151 1.2% 25% False True 128,997
20 12,816 12,066 750 6.1% 117 1.0% 25% False True 110,048
40 12,816 12,066 750 6.1% 111 0.9% 25% False True 108,090
60 12,816 12,066 750 6.1% 103 0.8% 25% False True 94,850
80 12,816 12,059 757 6.2% 98 0.8% 25% False False 71,167
100 12,816 11,925 891 7.3% 87 0.7% 37% False False 56,937
120 12,816 11,527 1,289 10.5% 78 0.6% 56% False False 47,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,363
2.618 12,960
1.618 12,713
1.000 12,560
0.618 12,466
HIGH 12,313
0.618 12,219
0.500 12,190
0.382 12,160
LOW 12,066
0.618 11,913
1.000 11,819
1.618 11,666
2.618 11,419
4.250 11,016
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 12,231 12,364
PP 12,210 12,327
S1 12,190 12,289

These figures are updated between 7pm and 10pm EST after a trading day.

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